2018

Jiang, Binyan, Wang, Xiangyu and Leng, Chenlei (2018) A direct approach for sparse quadratic discriminant analysis. Journal of Machine Learning Research, 19 (31). pp. 1-37.

Leng, Chenlei and Pan, Guangming (2018) Covariance estimation via sparse Kronecker structures. Bernoulli, 24 (4B). pp. 3833-3863. doi:10.3150/17-BEJ980

Yan, Ting, Jiang, Binyan, Fienberg, Stephen E. and Leng, Chenlei (2018) Statistical inference in a directed network model with covariates. Journal of the American Statistical Association . doi:10.1080/01621459.2018.1448829 (In Press)

2017

Li, Rui, Leng, Chenlei and You, Jinhong (2017) A semiparametric regression model for longitudinal data with non-stationary errors. Scandinavian Journal of Statistics, 44 (4). pp. 932-950. doi:10.1111/sjos.12284

Tang, Cheng Yong, Zhang, Weiping and Leng, Chenlei (2017) Discrete longitudinal data modeling with a mean-correlation regression approach. Statistica Sinica . doi:10.5705/ss.202016.0435 (In Press)

2016

Wang, Xiangyu, Dunson, David B. and Leng, Chenlei (2016) DECOrrelated feature space partitioning for distributed sparse regression. In: 30th Conference on Neural Information Processing Systems (NIPS 2016), Barcelona, Spain, 5-10 Dec 2016. Published in: Advances in Neural Information Processing Systems (NIPS 2016), 29 ISSN 1049-5258. (In Press)

Wang, Xiangyu and Leng, Chenlei (2016) High-dimensional ordinary least-squares projection for screening variables. Journal of the Royal Statistical Society Series B: Statistical Methodology, 78 (3). pp. 589-611. doi:10.1111/rssb.12127

Cui, Ying, Leng, Chenlei and Sun, Defeng (2016) Sparse estimation of high-dimensional correlation matrices. Computational Statistics & Data Analysis, 93 . pp. 390-403. doi:10.1016/j.csda.2014.10.001

Yan, Ting, Leng, Chenlei and Zhu, Ji (2016) Asymptotics in directed exponential random graph models with an increasing bi-degree sequence. The Annals of Statistics, 44 (1). pp. 31-57.

Wang, Xiangyu, Dusnon, David and Leng, Chenlei (2016) No penalty no tears : least squares in high-dimensional linear models. In: 33rd International Conference on Machine Learning, New York City, USA, 19-24 Jun 2016. Published in: Proceedings of the 33rd International Conference on Machine Learning (ICML 2016) pp. 1814-1822. ISBN 1938-7228.

2015

Chen, Ziqi and Leng, Chenlei (2015) Dynamic covariance models. Journal of the American Statistical Association . doi:10.1080/01621459.2015.1077712 (In Press)

Wang, Xiangyu, Leng, Chenlei and Dunson, David B. (2015) On the consistency theory of high dimensional variable screening. Advances in Neural Information Processing Systems . (In Press)

Zhang, Weiping, Leng, Chenlei and Tang, Cheng Yong (2015) A joint modelling approach for longitudinal studies. Journal of the Royal Statistical Society : Series B (Statistical Methodology), 77 (1). pp. 219-238. doi:10.1111/rssb.12065

Zhang, Weiping, Leng, Chenlei and Tang, Cheng Yong (2015) A joint modelling approach for longitudinal studies. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 77 (1). pp. 219-238. doi:10.1111/rssb.12065

Chen, Ziqi and Leng, Chenlei (2015) Local linear estimation of covariance matrices via Cholesky decomposition. Statistica Sinica, 25 . pp. 1249-1263. doi:10.5705/ss.2013.129

2014

Leng, Chenlei, Tran, Minh-Ngoc and Nott, David (2014) Bayesian adaptive Lasso. Annals of the Institute of Statistical Mathematics, Volume 66 (Number 2). pp. 221-244. doi:10.1007/s10463-013-0429-6

Fukumizu, Kenji and Leng, Chenlei (2014) Gradient-based kernel dimension reduction for regression. Journal of the American Statistical Association, Volume 109 (Number 505). pp. 359-370. doi:10.1080/01621459.2013.838167

Leng, Chenlei and Zhang, Weiping (2014) Smoothing combined estimating equations in quantile regression for longitudinal data. Statistics and Computing, Volume 24 (Number 1). pp. 123-136. doi:10.1007/s11222-012-9358-0

Leng, Chenlei and Tong, Xingwei (2014) Censored quantile regression via Box-Cox transformation under conditional independence. Statistica Sinica, Volume 24 . pp. 221-249. doi:10.5705/ss.2012.089

Zhao, Junlong and Leng, Chenlei (2014) Structured lasso for regression with matrix covariates. Statistica Sinica, Volume 24 . pp. 799-814. doi:10.5705/ss.2012.033

2013

Tong, Xingwei, Zhu, Liang, Leng, Chenlei, Leisenring, Wendy and Robison, Leslie L. (2013) A general semiparametric hazards regression model : efficient estimation and structure selection. Statistics in Medicine, Volume 32 (Number 28). pp. 4980-4994. doi:10.1002/sim.5885

Leng, Chenlei and Tong, Xingwei (2013) A quantile regression estimator for censored data. Bernoulli, Volume 19 (Number 1). pp. 344-361. doi:10.3150/11-BEJ388

Zhao, Junlong, Leng, Chenlei, Li, Lexin and Wang, Hansheng (2013) High-dimensional influence measure. The Annals of Statistics, Volume 41 (Number 5). pp. 2639-2667. doi:10.1214/13-AOS1165

2012

Leng, Chenlei and Tang, C. Y. (2012) Sparse matrix graphical models. Journal of the American Statistical Association, Vol.107 (No.499). pp. 1187-1200. doi:10.1080/01621459.2012.706133

Tran, Minh-Ngoc, Nott, David J. and Leng, Chenlei (2012) The predictive Lasso. Statistics and Computing, Volume 22 (Number 5). pp. 1069-1084. doi:10.1007/s11222-011-9279-3

Leng, Chenlei and Tang, C. Y. (2012) Penalized empirical likelihood and growing dimensional general estimating equations. Biometrika, Vol.99 (No.3). pp. 703-716. doi:10.1093/biomet/ass014

Nott, David J., Tran, Minh-Ngoc and Leng, Chenlei (2012) Variational approximation for heteroscedastic linear models and matching pursuit algorithms. Statistics and Computing, Volume 22 (Number 2). pp. 497-512. doi:10.1007/s11222-011-9243-2

Zhang, W. and Leng, Chenlei (2012) A moving average Cholesky factor model in covariance modelling for longitudinal data. Biometrika, Vol.99 (No.1). pp. 141-150. doi:10.1093/biomet/asr068

Tang, Cheng Yong and Leng, Chenlei (2012) An empirical likelihood approach to quantile regression with auxiliary information. Statistics & Probability Letters, Volume 82 (Number 1). pp. 29-36. doi:10.1016/j.spl.2011.09.003

2011

Leng, Chenlei and Tang, Cheng Yong (2011) Improving variance function estimation in semiparametric longitudinal data analysis. Canadian Journal of Statistics, Volume 39 (Number 4). pp. 656-670. doi:10.1002/cjs.10129

Tang, C. Y. and Leng, Chenlei (2011) Empirical likelihood and quantile regression in longitudinal data analysis. Biometrika, Volume 98 (Number 4). pp. 1001-1006. doi:10.1093/biomet/asr050

Leng, Chenlei and Li, Bo (2011) Forward adaptive banding for estimating large covariance matrices. Biometrika, Volume 98 (Number 4). pp. 821-830. doi:10.1093/biomet/asr045

Leng, Chenlei, Liang, Hua and Martinson, Neil (2011) Parametric variable selection in generalized partially linear models with an application to assess condom use by HIV-infected patients. Statistics in Medicine, Volume 30 (Number 16). pp. 2015-2027. doi:10.1002/sim.4233

Leng, Chenlei and Leung, Denis Heng-Yan (2011) Model selection in validation sampling: an asymptotic likelihood-based Lasso approach. Statistica Sinica, Volume 21 . 659-678 .

2010

Tang, C. Y. and Leng, Chenlei (2010) Penalized high-dimensional empirical likelihood. Biometrika, Vol.97 (No.4). pp. 905-920. doi:10.1093/biomet/asq057